-21.7%
FN vs VEU
+14.7%
-36.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.8% | +9.1% | +5.9% |
| 7D | +16.3% | +0.8% | +15.5% | +15.3% |
| 30D | -24.7% | -1.6% | -23.1% | -21.1% |
| 3M | -34.9% | -4.2% | -30.8% | -27.5% |
| 6M | -41.1% | -1.5% | -39.6% | -36.7% |
| YTD | -19.6% | +11.7% | -31.3% | -40.2% |
| All | -21.7% | +14.7% | -36.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling